+146.1%
EWT vs XYL
-15.8%
+161.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +4.8% | -13.2% | +18.0% | +10.0% |
| 3M | +11.1% | -0.2% | +11.3% | +10.4% |
| 6M | +54.6% | -12.5% | +67.1% | +61.0% |
| YTD | +71.4% | -20.9% | +92.3% | +84.3% |
| 1Y | +82.1% | -21.6% | +103.7% | +96.3% |
| 3Y | +193.2% | +16.1% | +177.1% | +172.3% |
| 5Y | +146.1% | -15.6% | +161.7% | +145.1% |
| All | +146.1% | -15.8% | +161.9% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling